comparison toolboxes/FullBNT-1.0.7/KPMstats/chisquared_readme.txt @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
children
comparison
equal deleted inserted replaced
-1:000000000000 0:e9a9cd732c1e
1 From ftp://ftp.mathworks.com/pub/contrib/v4/stats/chisquared/
2
3 Chi-squared probability function.
4
5 Abstract
6 m-files to compute the Chi-squared probability function, and
7 the percentage points of the probability function.
8
9 P = CHISQUARED_PROB( X2, v ) returns P(X2|v), the probability
10 of observing a chi-squared value <= X2 with v degrees of freedom.
11 This is the probability that the sum of squares of v unit-variance
12 normally-distributed random variables is <= X2.
13
14 Conversely:
15 X2 = CHISQUARED_TABLE( P, v ) returns the X2, the value of
16 chi-squared corresponding to v degrees of freedom and probability P.
17
18 In reference textbooks, what is normally tabulated are the
19 percentage points of the chi-squared distribution; thus, one
20 would use CHISQUARED_TABLE rather than interpolate such a table.
21
22 References: Press et al., Numerical Recipes, Cambridge, 1986;
23 Abramowitz & Stegun, Handbook of Mathematical Functions,
24 Dover, 1972; Table 26.8
25
26 Peter R. Shaw
27 Woods Hole Oceanographic Institution, Woods Hole, MA 02543
28 (508) 457-2000 ext. 2473
29 pshaw@whoi.edu
30
31 --FILES GENERATED--
32 README_chisq
33 chisquared_prob.m (function) -- chi-squared probability function
34 chisquared_table.m (function) -- "percentage points" (i.e., inverse)
35 of chi-squared probability function
36 chiaux.m (function) -- auxiliary fn. used by chisquared_table